Is it false that the complement of an open set is closed?

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Let $f:\mathbb{C}\rightarrow \mathbb{C}$ be a continuous function.

Let $Z(f)$ be the zero of $f$.

Prove that $Z(f)$ is closed.

This is one of problems in my mid-term exam. I have used $\epsilon-\delta$ argument and showed that the complement of $Z(f)$ is open. Hence, $Z(f)$ is closed.

The problem is my professor didn't marked my answer sheet, but a teaching assistant marked it and he marked it wrong. He said, "there is a counter example that a complement of an open set is not closed".

I have no words. As far as i know, that is the definition of closed sets. Am i wrong?